interop.proto

syntax = "proto3";

message Query {
    Schema schema = 1; // table and schema

    map<string, Identifiers> instruments_by_server = 2; // instruments per server
    TimeReference start = 3;
    TimeReference end = 4;

    message TimeReference {
        oneof is {
            bool live = 1;
            uint64 epoch_ns = 2;
        }
    }

    // Specify the identifiers by instrument type / KDB shard
    message Identifiers {
        repeated string codes = 1;
    }

    // schema definition
    message Schema {
        string name = 1;
        string timestamp_col = 2;
        string identifier_col = 3;
        repeated Field data_columns = 4;

        enum Kind {
            TIMESTAMP = 0;
            SYMBOL = 1;
            FLOAT = 2;
        }
        message Field {
            string name = 1;
            Kind kind = 2;
        }
    }
}